+195.5%
AMGN vs PBR
+697.0%
-501.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -13.7% | +5.4% | -19.1% | -14.2% |
| 30D | -8.8% | +22.9% | -31.7% | -10.7% |
| 3M | +7.2% | +19.6% | -12.4% | +5.1% |
| 6M | +1.3% | +16.5% | -15.2% | -0.7% |
| YTD | +17.6% | +86.7% | -69.0% | +9.5% |
| 1Y | +37.2% | +74.7% | -37.5% | +28.5% |
| 3Y | +57.7% | +102.6% | -44.8% | +44.1% |
| 5Y | +106.3% | +566.6% | -460.3% | +58.6% |
| All | +195.5% | +697.0% | -501.4% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling